-38.2%
KEEL vs NIO
-90.7%
+52.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.2% | -4.0% | -5.7% |
| 7D | +2.7% | -7.3% | +9.9% | +6.7% |
| 30D | +4.6% | -22.5% | +27.1% | +18.8% |
| 3M | -34.5% | -30.9% | -3.6% | -21.3% |
| 6M | +59.3% | -37.2% | +96.5% | +97.6% |
| YTD | +46.4% | -29.8% | +76.2% | +69.8% |
| 1Y | +96.6% | -37.4% | +134.0% | +142.5% |
| 3Y | +182.0% | -64.3% | +246.3% | +287.1% |
| 5Y | -38.2% | -90.6% | +52.3% | +89.2% |
| All | -38.2% | -90.7% | +52.5% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NIO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling